Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80027.9183 | 10274.0961 | 69753.8222 | 92653.0905 | 10952.0125 | 81701.078 |
Total P&L (%) | 80.0279 | 10.2741 | 69.7538 | 92.6531 | 10.952 | 81.7011 |
Avg Daily Profit (%) | 0.3073 | 0.0395 | 0.2679 | 0.2521 | 0.0399 | 0.2296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24310 | -21054 | -17777 | -33428 | -27040 | -31118 |
Profit Factor | 1.5455 | 1.1665 | 1.8207 | 1.4234 | 1.1186 | 1.646 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.3146 | 44.4444 | 52.2727 | 48.3146 | 44.4444 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.6534 | 1.4582 | 1.6623 | 1.5227 | 1.3982 | 1.5029 |
Largest Winning Trade | 24582 | 16424 | 24582 | 26972 | 23421 | 26972 |
Largest Losing Trade | -8520 | -5793 | -8520 | -12425 | -8140 | -12425 |
Avg Bars in Trades | 266 | 73 | 464 | 266 | 73 | 464 |
Avg Bars in Winners | 389 | 94 | 647 | 389 | 94 | 647 |
Avg Bars in Losers | 151 | 57 | 263 | 151 | 57 | 263 |
Bars Traded | 23741 | 3323 | 20418 | 23741 | 3323 | 20418 |
Profit Streak | 0 | 0 | 12.0402 | 0 | 0 | 12.0402 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339132 | -338294 | 403886 | 295278 | -369322 | 380567 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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